Raneil,
You're welcome and yes, my exhaust is presently header back from the stock header.
I do have a couple things: If you live somewhere with a bit more flexibility on smog I would do headers and an intake. This engine is such a dog in terms of hp/displacement that it needs all the help it can to breathe. I'm really curious what a decent set of heads and cam could do up top. If anyone has experience, I'd love to know what the bottom end can do reliably from an RPM perspective.
Off the shelf intakes look OK, but most of the headers are shorties and therefore doing almost nothing in terms of reflected wave pulse tuning. Since you want the torque down low you'll basically get the longest tube headers you can find. A stock 96+ XJ cam tuned for 5000 rpm peak wants something like 15" primaries and 15" secondaries.
http://mez.co.uk/mezporting/exhaust_length.html. With a typical aftermarket cam it would be more like 17-18" primaries, 15" secondaries.
If you want to look into a DIY version to make something "proper" start here:
http://www.kengineering.info/headers.html for an approachable guy who is mostly just sharing sound knowledge as an enthusiast.
I'm building custom headers for my RX7... Maybe someday on the Jeep.
In the meantime, the only other thing I'd consider is whether you ever intend to up the horsepower. I've been reading David Vizard's book "How to Build Horsepower" and he has a few really clever thoughts on exhaust flow and how you calculate diameters and the like. Specifically, he's the one who invented the rule of thumb that you need 2.2 CFM of flow per hp. I'd heard that before but never knew where it came from or how to apply it.
Answer: use the approximation that straight pipe flows 115 CFM per square inch of area. In my case that implies a 2.5" straight pipe is good for 564 CFM which in turn is good for about 256 flywheel hp before it would start to become a restriction. That says, I probably should have gone 3" if I was serious about a v8 in my future. But isn't that way too big for a stock 4.0L? Yes and no. First off, backpressure doesn't mean anything. I've read several very convincing arguments that the testing done in the 70s incorrectly correlated the presense of some backpressure with hp, with the real correlation was the effective pipe length (folks were seeing reflected wave scavenging and not realizing it).
When building an exhaust with an eye to performance: flow and pulse tuning is where it's at, period end of story. And actually, that's a pretty good way of thinking about what's going on. We have the flow of exhaust molecules and the pulse of the pressure shock wave as the exhaust valve first cracks open traveling at the speed of sound (speed of sound between exhaust open and valve overlap is what determines primary pipe length).
Related to the above Vizard recommends that you size the muffler according to flow not to diameter. For comparison your average perf core muffler (magnaflow or whatever) only flows about 60% of what a straight pipe would do. That means to match flow we should jump up a size at the muffler (IE 3" core for a 2.5" piping). When I figured that out it was like a light bulb going off. 99.9% of people who build exhausts--including the one I made for my XJ--do that wrong.
For comparison here's some muffler testing that exhibits what I mean. Rules of thumb are always ballpark but check the open straight pipe flow and you'll see Vizard is pretty close!
Muffler Flow Testing
All tests via an independent lab
All tests @ 15” wc
2 “ Straight Pipe 283 CFM
2 ¼ “ Straight Pipe 365 CFM
2 ½ “ Straight Pipe 521 CFM
2 ¼” Typical Bent tailpipe 268 CFM
2 ½” Typical Bent Tailpipe 417 CFM
2 ¼” Inlet/Outlet_ Glass Pack Tips- No Louvers- Smooth 274 CFM
2 ¼” Inlet/Outlet- Glass Pack Tips-Louvered 133 CFM
Same as above set for reverse flow 141 CFM
2 ¼” Cherry Bomb 239 CFM
2 ½” Cherry Bomb 294 CFM
2 ½” Inlet/Outlet Dynomax Super Turbo 278 CFM
2 ½” Inlet/Outlet Ultraflow Bullet 512 CFM
2 ½” Inlet/Outlet Gibson Superflow 267 CFM
2 ½” Inlet/Outlet Flowmaster ( 2 Chamber) 249 CFM
2 ½” Inlet Outlet Flowmaster ( 3 Chamber) 229 CFM
2 ¼” Inlet/Outlet Thrush CVX 260 CFM
2 ½” Inlet/Outlet Maremount Cherry Bomb 298 CFM
2 ½” Inlet/Outlet Hooker Aero Chamber 324 CFM
2 ½” Inlet/Outlet Hooker Max Flow 521 CFM
2 ½” Inlet/Outlet Borla Turbo 373 CFM
2 1/2" Inlet/Outlet Magnaflow 284 CFM
Notable is the the core of the Dynomax Ultraflow is bigger than the inlets and outlets (Vizard designed it

). I assume the same is true of the Hooker max flow.
All of this I learned after building the Jeep exhaust but it just makes sense. FWIW Vizard's work is sometimes controversial, I know for a fact that his cam recommendations for LS engines aren't right. There was a huge discussion about "zero loss exhausts" on the rx7 swap board recently. It settles down and folks start talking tech about 50 or so post in.
http://www.norotors.com/index.php?topic=13823.0
At the end of the day, I'm not sure I'd change my design even knowing the above simply because it packaged better as a 2.5" than a 3" might when I wanted to tuck it under my skid. I don't have data on what a spintech flows and it's enough different than the perf core stuff that I don't know whether it "should" be upsized or not. That's all hidesight though, and on net I remain very pleased. Still, the more you know the better you can make educated choices going forward.
-Joel